0.86Open0.70Pre Close43 Volume316 Open Interest44.50Strike Price2.79KTurnover38.69%IV0.84%PremiumDec 27, 2024Expiry Date0.25Intrinsic Value100Multiplier2DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type-0.5646Delta0.2936Gamma66.54Leverage Ratio-0.1312Theta-0.0015Rho-37.57Eff Leverage0.0137Vega